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Hello @vladonck
Thanks for using the Yoast SEO plugin. The choice of filling in the YouTube video link in the canonical URL field is absolutely yours.
However, Yoast SEO uses the page URL as canonical, by default. Once you fill in something different in that field, you are giving instructions for the page URL to be disregarded/not indexed, and the canonical URL should be indexed. Also, the original page URL will no longer be included in the sitemap.
You can learn more at https://yoast.com/help/canonical-urls-in-yoast-seo/